Track cumulative net deposits (deposits - withdraws) (#91)

Track cumulative net deposits (deposits - withdraws) using prices at the time of the deposit and withdraw.
This is used for calculating overall pnl (across all tokens).
I want to store UI amount * UI price = (native amount / base decimals) * (oracle price * base decimals / quote decimals) => native amount * oracle price / quote decimals.
I have used f32 here to reduce the space required on the mango account - we don't need so much precision for this as it's purely a display value.
I've also included a field for net_settled - this will be used for perp pnl but is not implemented yet (as perp settling instructions are not ready).

Co-authored-by: Christian Kamm <mail@ckamm.de>

programs/mango-v4/src/instructions/token_deposit.rs

@@ -6,6 +6,7 @@ use fixed::types::I80F48;
 
 use crate::error::*;
 use crate::state::*;
+use crate::util::checked_math as cm;
 
 use crate::logs::{DepositLog, TokenBalanceLog};
 
@@ -65,9 +66,10 @@ pub fn token_deposit(ctx: Context<TokenDeposit>, amount: u64) -> Result<()> {
     let (position, raw_token_index, active_token_index) =
         account.tokens.get_mut_or_create(token_index)?;
 
+    let amount_i80f48 = I80F48::from(amount);
     let position_is_active = {
         let mut bank = ctx.accounts.bank.load_mut()?;
-        bank.deposit(position, I80F48::from(amount))?
+        bank.deposit(position, amount_i80f48)?
     };
 
     // Transfer the actual tokens
@@ -78,6 +80,10 @@ pub fn token_deposit(ctx: Context<TokenDeposit>, amount: u64) -> Result<()> {
     let retriever = new_fixed_order_account_retriever(ctx.remaining_accounts, &account)?;
     let (bank, oracle_price) =
         retriever.bank_and_oracle(&ctx.accounts.group.key(), active_token_index, token_index)?;
+
+    // Update the net deposits - adjust by price so different tokens are on the same basis (in USD terms)
+    account.net_deposits += cm!(amount_i80f48 * oracle_price * QUOTE_NATIVE_TO_UI).to_num::<f32>();
+
     emit!(TokenBalanceLog {
         mango_account: ctx.accounts.account.key(),
         token_index: token_index,

programs/mango-v4/src/instructions/token_withdraw.rs

@@ -8,6 +8,7 @@ use fixed::types::I80F48;
 
 use crate::logs::{TokenBalanceLog, WithdrawLog};
 use crate::state::new_fixed_order_account_retriever;
+use crate::util::checked_math as cm;
 
 #[derive(Accounts)]
 pub struct TokenWithdraw<'info> {
@@ -71,7 +72,7 @@ pub fn token_withdraw(ctx: Context<TokenWithdraw>, amount: u64, allow_borrow: bo
 
     // The bank will also be passed in remainingAccounts. Use an explicit scope
     // to drop the &mut before we borrow it immutably again later.
-    let position_is_active = {
+    let (position_is_active, amount_i80f48) = {
         let mut bank = ctx.accounts.bank.load_mut()?;
         let native_position = position.native(&bank);
 
@@ -105,7 +106,7 @@ pub fn token_withdraw(ctx: Context<TokenWithdraw>, amount: u64, allow_borrow: bo
             amount,
         )?;
 
-        position_is_active
+        (position_is_active, amount_i80f48)
     };
 
     let indexed_position = position.indexed_position;
@@ -113,6 +114,10 @@ pub fn token_withdraw(ctx: Context<TokenWithdraw>, amount: u64, allow_borrow: bo
     let retriever = new_fixed_order_account_retriever(ctx.remaining_accounts, &account)?;
     let (bank, oracle_price) =
         retriever.bank_and_oracle(&ctx.accounts.group.key(), active_token_index, token_index)?;
+
+    // Update the net deposits - adjust by price so different tokens are on the same basis (in USD terms)
+    account.net_deposits -= cm!(amount_i80f48 * oracle_price * QUOTE_NATIVE_TO_UI).to_num::<f32>();
+
     emit!(TokenBalanceLog {
         mango_account: ctx.accounts.account.key(),
         token_index: token_index,

programs/mango-v4/src/state/mango_account.rs

@@ -736,6 +736,14 @@ pub struct MangoAccount {
 
     // pub info: [u8; INFO_LEN], // TODO: Info could be in a separate PDA?
     pub reserved: [u8; 4],
+
+    // Cumulative (deposits - withdraws)
+    // using USD prices at the time of the deposit/withdraw
+    // in UI USD units
+    pub net_deposits: f32,
+    // Cumulative settles on perp positions
+    // TODO: unimplemented
+    pub net_settled: f32,
 }
 const_assert_eq!(
     size_of::<MangoAccount>(),
@@ -745,6 +753,7 @@ const_assert_eq!(
         + size_of::<MangoAccountPerpPositions>()
         + 4
         + 4
+        + 2 * 4 // net_deposits and net_settled
 );
 const_assert_eq!(size_of::<MangoAccount>() % 8, 0);
 
@@ -810,6 +819,8 @@ impl Default for MangoAccount {
             account_num: 0,
             bump: 0,
             reserved: Default::default(),
+            net_deposits: 0.0,
+            net_settled: 0.0,
         }
     }
 }

programs/mango-v4/src/state/oracle.rs

@@ -12,8 +12,6 @@ use crate::accounts_zerocopy::*;
 use crate::checked_math as cm;
 use crate::error::MangoError;
 
-pub const QUOTE_DECIMALS: i8 = 6;
-
 const LOOKUP_START: i8 = -12;
 const LOOKUP: [I80F48; 25] = [
     I80F48::from_bits((1 << 48) / 10i128.pow(12u32)),
@@ -44,6 +42,9 @@ const LOOKUP: [I80F48; 25] = [
 ];
 const LOOKUP_FN: fn(i8) -> usize = |decimals: i8| (decimals - LOOKUP_START) as usize;
 
+pub const QUOTE_DECIMALS: i8 = 6;
+pub const QUOTE_NATIVE_TO_UI: I80F48 = LOOKUP[(-QUOTE_DECIMALS - LOOKUP_START) as usize];
+
 pub mod switchboard_v1_devnet_oracle {
     use solana_program::declare_id;
     declare_id!("7azgmy1pFXHikv36q1zZASvFq5vFa39TT9NweVugKKTU");

programs/mango-v4/tests/test_basic.rs

@@ -81,6 +81,13 @@ async fn test_basic() -> Result<(), TransportError> {
         );
         let bank_data: Bank = solana.get_account(bank).await;
         assert!(bank_data.native_deposits() - I80F48::from_num(deposit_amount) < dust_threshold);
+
+        let account_data: MangoAccount = solana.get_account(account).await;
+        // Assumes oracle price of 1
+        assert_eq!(
+            account_data.net_deposits,
+            (I80F48::from_num(deposit_amount) * QUOTE_NATIVE_TO_UI).to_num::<f32>()
+        );
     }
 
     //
@@ -132,6 +139,13 @@ async fn test_basic() -> Result<(), TransportError> {
             bank_data.native_deposits() - I80F48::from_num(start_amount - withdraw_amount)
                 < dust_threshold
         );
+
+        let account_data: MangoAccount = solana.get_account(account).await;
+        // Assumes oracle price of 1
+        assert_eq!(
+            account_data.net_deposits,
+            (I80F48::from_num(start_amount - withdraw_amount) * QUOTE_NATIVE_TO_UI).to_num::<f32>()
+        );
     }
 
     //